+291.0%
SGOL vs VT
+445.3%
-154.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | -2.3% | +7.1% | +5.1% |
| 30D | -0.8% | -5.0% | +4.1% | -0.1% |
| 3M | -4.3% | -4.9% | +0.6% | -3.6% |
| 6M | -13.4% | -1.5% | -11.8% | -13.1% |
| YTD | -5.8% | +8.5% | -14.3% | -6.6% |
| 1Y | +2.0% | +11.4% | -9.4% | +0.9% |
| 3Y | +104.7% | +70.1% | +34.6% | +93.4% |
| 5Y | +122.0% | +53.7% | +68.3% | +110.7% |
| 10Y | +205.0% | +220.0% | -14.9% | +169.0% |
| All | +291.0% | +445.3% | -154.3% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling